Index description

The Bloomberg Barclays US Liquid Corporates (hedged to GBP) Total Return Index is an index weighted by market capitalization. It includes liquid investment-grade bonds issued in USD by companies domiciled in the US with a minimum residual term to maturity of one year. The bonds are valued daily based on their bid price. New bonds are included in the index at their ask price and then removed at the bid price as part of the monthly index rebalancing. Exchange rate fluctuations between the foreign currency and index currency are reduced by the sale of foreign exchange contracts with a term of one month.

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